ftsa: plot.fm – R documentation

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plot.fm

Plot fitted model components for a functional model

Description

When class(x)[1] = ftsm, plot showing the principal components in the top row of plots and the coefficients in the bottom row of plots.

When class(x)[1] = fm, plot showing the predictor scores in the top row of plots and the response loadings in the bottom row of plots.

Usage

## S3 method for class 'fm'
plot(x, order, xlab1 = x$y$xname, ylab1 = "Principal component", 
 xlab2 = "Time", ylab2 = "Coefficient", mean.lab = "Mean", 
  level.lab = "Level", main.title = "Main effects", interaction.title 
   = "Interaction", basiscol = 1, coeffcol = 1, outlier.col = 2, 
    outlier.pch = 19, outlier.cex = 0.5, ...)

Arguments

`x`	Output from `ftsm` or `fplsr`.
`order`	Number of principal components to plot. Default is all principal components in a model.
`xlab1`	x-axis label for principal components.
`xlab2`	x-axis label for coefficient time series.
`ylab1`	y-axis label for principal components.
`ylab2`	y-axis label for coefficient time series.
`mean.lab`	Label for mean component.
`level.lab`	Label for level component.
`main.title`	Title for main effects.
`interaction.title`	Title for interaction terms.
`basiscol`	Colors for principal components if `plot.type = "components"`.
`coeffcol`	Colors for time series coefficients if `plot.type = "components"`.
`outlier.col`	Colors for outlying years.
`outlier.pch`	Plotting character for outlying years.
`outlier.cex`	Size of plotting character for outlying years.
`...`	Plotting parameters.

Value

Function produces a plot.

Author(s)

Rob J Hyndman

References

R. J. Hyndman and M. S. Ullah (2007) "Robust forecasting of mortality and fertility rates: A functional data approach", Computational Statistics \& Data Analysis, 51(10), 4942-4956.

R. J. Hyndman and H. Booth (2008) "Stochastic population forecasts using functional data models for mortality, fertility and migration", International Journal of Forecasting, 24(3), 323-342.

R. J. Hyndman and H. L. Shang (2009) "Forecasting functional time series (with discussion)", Journal of the Korean Statistical Society, 38(3), 199-221.

Examples

plot(x = ftsm(y = ElNino_ERSST_region_1and2))

ftsa

Functional Time Series Analysis

v6.0

GPL-3

Authors

Rob Hyndman [aut] (<https://orcid.org/0000-0002-2140-5352>), Han Lin Shang [aut, cre, cph] (<https://orcid.org/0000-0003-1769-6430>)

Initial release

2020-11-29